📊 回测报告 - ETHUSDT

回测周期: 2024-05-28 04:30:00+00:00 至 2026-02-19 11:00:00+00:00

总收益率
18108.79%
最大回撤
83.48%
夏普比率
0.29
胜率
67.86%
盈亏比
1.39
交易次数
28
杠杆倍数
20x
止损触发
0
⚙️ 回测参数
交易对: ETHUSDT
周期: 30min
策略: MACDStrategy
杠杆: 20x
初始资金: 10,000 USDT
仓位比例: 81%
止损率: 0.0%
止盈率: 4.7%
手续费率: 0.04%
策略参数: trade_mode=long_only, hist_filter=3.0, fast_period=12, slow_period=26, signal_period=9
📈 K线图与交易标记
📊 MACD指标
💰 权益曲线
📉 回撤曲线
📋 交易记录
开仓时间 平仓时间 方向 开仓价 平仓价 数量 仓位金额 保证金 手续费 盈亏 平仓原因
2024-06-14 21:00:00+00:00 2024-06-15 10:30:00+00:00 做多 3479.58 3537.70 2.3279 8100.00 405.00 6.53 2702.62 signal
2024-08-06 14:30:00+00:00 2024-08-06 19:30:00+00:00 做多 2522.39 2491.36 4.0781 10286.50 514.32 8.18 -2534.92 signal
2024-11-06 00:30:00+00:00 2024-11-06 03:00:00+00:00 做多 2484.00 2600.75 3.3132 8229.88 411.49 6.74 7732.64 take_profit
2024-11-09 05:30:00+00:00 2024-11-09 12:00:00+00:00 做多 3040.10 3041.71 4.7665 14490.65 724.53 11.60 147.68 signal
2024-11-12 08:30:00+00:00 2024-11-12 10:00:00+00:00 做多 3426.36 3334.53 4.2627 14605.58 730.28 11.53 -7834.58 signal
2024-12-11 02:30:00+00:00 2024-12-11 20:00:00+00:00 做多 3651.46 3823.08 2.2607 8254.84 412.74 6.76 7756.09 take_profit
2024-12-20 13:30:00+00:00 2024-12-20 19:00:00+00:00 做多 3296.12 3451.04 4.4096 14534.60 726.73 11.90 13656.44 take_profit
2025-01-15 13:30:00+00:00 2025-01-15 20:00:00+00:00 做多 3297.01 3451.97 7.7621 25591.60 1279.58 20.95 24045.39 take_profit
2025-01-19 13:30:00+00:00 2025-01-19 17:00:00+00:00 做多 3276.29 3430.28 13.7534 45060.08 2253.00 36.90 42337.60 take_profit
2025-02-25 11:30:00+00:00 2025-02-26 03:30:00+00:00 做多 2432.39 2489.78 32.6177 79338.93 3966.95 64.22 37406.10 signal
2025-03-04 17:00:00+00:00 2025-03-04 21:00:00+00:00 做多 2119.59 2219.21 51.7139 109612.16 5480.61 89.75 102989.53 take_profit
2025-05-09 07:30:00+00:00 2025-05-09 08:30:00+00:00 做多 2363.81 2474.91 81.6471 192998.17 9649.91 158.03 181337.45 take_profit
2025-05-12 07:00:00+00:00 2025-05-12 11:30:00+00:00 做多 2597.69 2529.34 130.8158 339818.97 16990.95 268.28 -178957.59 signal
2025-08-04 13:30:00+00:00 2025-08-04 23:30:00+00:00 做多 3619.62 3719.42 53.8049 194753.22 9737.66 157.95 107314.49 signal
2025-08-08 13:30:00+00:00 2025-08-08 22:00:00+00:00 做多 3998.95 4029.51 70.4222 281614.86 14080.74 226.15 42928.54 signal
2025-08-12 12:30:00+00:00 2025-08-12 20:00:00+00:00 做多 4404.92 4611.95 71.8051 316295.73 15814.79 258.98 297185.53 take_profit
2025-08-20 15:00:00+00:00 2025-08-20 23:30:00+00:00 做多 4296.53 4334.50 129.6194 556913.53 27845.68 447.50 98208.22 signal
2025-08-22 14:00:00+00:00 2025-08-22 17:00:00+00:00 做多 4576.15 4791.23 139.0430 636281.75 31814.09 520.99 597838.37 take_profit
2025-08-26 01:30:00+00:00 2025-08-26 23:00:00+00:00 做多 4418.83 4626.52 253.5342 1120324.67 56016.23 917.32 1052636.00 take_profit
2025-09-30 19:30:00+00:00 2025-10-01 03:30:00+00:00 做多 4158.48 4126.84 474.3553 1972596.85 98629.84 1572.07 -300955.04 signal
2025-10-11 02:30:00+00:00 2025-10-11 19:00:00+00:00 做多 3839.04 3766.22 450.1605 1728184.14 86409.21 1369.44 -656291.90 signal
2025-10-12 14:30:00+00:00 2025-10-12 16:30:00+00:00 做多 3973.44 4160.19 301.0056 1196027.77 59801.39 979.31 1123765.20 take_profit
2025-11-04 23:30:00+00:00 2025-11-05 17:00:00+00:00 做多 3285.28 3439.69 641.0078 2105890.07 105294.50 1724.30 1978654.72 take_profit
2025-11-13 23:00:00+00:00 2025-11-14 11:30:00+00:00 做多 3252.36 3142.93 1140.0700 3707918.08 185395.90 2916.43 -2496590.48 signal
2025-11-14 14:30:00+00:00 2025-11-14 20:30:00+00:00 做多 3197.85 3136.22 526.7534 1684478.43 84223.92 1334.60 -649937.07 signal
2025-11-21 13:00:00+00:00 2025-11-22 04:00:00+00:00 做多 2735.37 2735.35 423.1543 1157483.63 57874.18 925.98 -632.25 signal
2026-02-03 20:30:00+00:00 2026-02-04 09:30:00+00:00 做多 2298.93 2259.89 503.1021 1156596.48 57829.82 917.42 -393276.89 signal
2026-02-06 01:00:00+00:00 2026-02-06 14:30:00+00:00 做多 1895.95 1985.06 441.8194 837667.46 41883.37 685.88 787056.60 take_profit